What do you call a Mexican's prison?
The border.
Mexican Prison
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Explanation
Experiment
Explain Bear
Listen here, you, I know you're not the sharpest tool in the shed because you think the punchline here is a normal place when actually, it plays on a very big problem. The person who wrote this thinks it's funny that they might be trapped in their country, that their country is a prison of sorts. So, the punchline is the border.